PhDr. Jiří Kukačka Ph.D.

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Position: Postdoctoral Fellow
Field of interest: Financial Econometrics, Behavioral Finance, Heterogeneous Agent Models, Computational and Agent-Based Simulations, Financial Crashes
Membership: Internal, Macroeconomics and Econometrics

Contact

Office: 247 UTIA
Email: jiri [DOT] kukacka [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 602 767 305
Personal web pages: http://www.linkedin.com/in/jirikukacka
Available: upon request in advance via email above, please, usually Thursdays or Fridays at UTIA, office 247

More information

Assistant

JEM005 - Advanced Econometrics
JEM116 - Applied Econometrics

CV

Organisation Memberships

FinMaP (European Commission Project), DYME – Dynamic Models in Economics (Excellence Project of the Czech Science Foundation), Society for Economic Science with Heterogeneous Interacting Agents, Society for Computational Economics, CFEnetwork

Education

2011 - 2016: Ph.D., Economics, Charles University in Prague, Dissertation Thesis available here
2012: PhDr. (M.Phil. equivalent), Economics, Charles University in Prague
2008 - 2011: Mgr. (M.A. equivalent), Economics, Charles University in Prague
2008 - 2009: University of Bath, School of Management, United Kingdom
2005 - 2008: Bc. (B.A. equivalent), Economic Theories, Charles University in Prague

Summer Schools and Academic Workshops:
2016: WEHIA 2016 Doctoral Summer School (Castellon)
2015: First Ancona-Milano Summer School on AB Economics (Ancona)
2015: CEF SCE 2015 Workshops on ABM and Compexity (Taipei)
2015: WEHIA 2015 Doctoral Summer School (Nice)
2014: Agent-Based Modeling teaching course (Leipzig)
2014: WEHIA 2014 PhD Summer School (Beijing)
2013: 4th Summer School of the European Social Simulation Association (Hamburg)
2013: WEHIA 2013 PhD School (Reykjavik)
2012: WEHIA 2012 PhD School (Paris)

Job history

Academic Staff:
2016: Post-doctoral Research Visit, University of California, Irvine, Department of Economics, working with William Branch
2016+: Post-doctoral Fellow, IES FSV UK, see also my ResearchGate profile and Personal RePEc webpage
2013 - 2015: Member of the Center for Doctoral Studies, IES FSV UK
2013+: Member of the Department of Macroeconomics and Econometrics, IES FSV UK

Researcher:
2016+: Post-doctoral Researcher, The Czech Academy of Sciences, Institute of Information Theory and Automation (UTIA), Department of Econometrics
2013 - 2016: Research Assistant, Ph.D. Candidate, CAS IITA

Teaching Assistant IES FSV UK:
2015/16 SS: JEM116 - Applied Econometrics
2015/16 WS: JEM005 - Advanced Econometrics
2014/15 SS: JEM116 - Applied Econometrics
2014/15 WS: JEB110 - Econometrics II
2013/14 SS: JEM116 - Applied Econometrics
2013/14 WS: JEB110 - Econometrics II
2012/13 SS: JEM116 - Applied Econometrics
2012/13 WS: JEB110 - Econometrics II
2011/12 SS: JEM116 - Applied Econometrics
2011/12 WS: JEB110 - Econometrics II

2009: National Economic Council (NERV), assistant to Professor Ing. Michal Mejstrik, CSc., economic analyses of particular financial topics during the preparation of the National Crisis Packet

Extra activities

2014+: Member of the Economic and Legislative Committee of the Academic Senate FSV UK
2013+: Member of the Disciplinary Committee FSV UK (alternate)
2014 - 2016: Academic Senator, Pedagogic Chamber, AS FSV UK
Refereeing: Computational Economics (2x), Emerging Markets Finance and Trade, Physica A, Scottish Journal of Political Economy, Czech Journal of Economics and Finance (4x), Prague Economic Papers (2x)
2007 - 2012: E-klub IES FSV UK
2009 - 2011: Charles University International Club

Awards and prizes

Best Course Teaching Award (master level) for Applied Econometrics (with doc. Horvath, Dr. Barunik, Dr. Baxa, F. Čech, and M. Rusnák), 2014
Golden Course Faculty Teaching Award (best master level economic course) for Applied Econometrics (with doc. Horvath, Dr. Barunik, and Dr. Baxa), 2012
Dean's Award for an extraordinarily good masters diploma thesis, 2011
RWE Scholarship 2009 - 2011
Dean's Award for an excellent Final State Exam performance and for an extraordinarily good bachelors diploma thesis, 2008

Topics for supervision

Bachelor theses

Students are welcome to contact me via email and consult the supervision of Bachelor theses related to fields of my research interest. Maximum load of supervised theses is around 2 for 2017/18:

- topics on Heterogeneous Agent Modeling (HAM) in Finance, e.g. sensitivity analysis of HAMs, see a video about the HAM topic
- sensitivity analysis (and estimation) of a simple Macro Agent-Based Model (MABM), see a video about the MABM topic
- topics on Agent-Based Modeling (ABM) in Economics and Finance, implementation in NetLogo
- topics on Behavioural Finance (or here), see videos about the BF topic here and here
- topics on Corporate Social Responsibility (CSR) and Creating Shared Value (CSV) - econometric approach, empirical validation, see videos about the CSR topic and CSV topic

Currently (2016/17) supervising 2 bachelor theses at IES FSV UK:
Renáta Wojnarová: ABM Scenario Analysis of the Market Share of EVs in the Czech Republic
Aneta Pinteková: Corporate Social Responsibility and stock market performance: The evolution of CSR impact in time and the role of the business-relevant CSR activities

Master theses

Students are welcome to contact me via email and consult the supervision of Master theses related to fields of my research interest. Maximum load of supervised theses is around 2 for 2017/18:

- topics on Heterogeneous Agent Modeling (HAM) in Finance, e.g. sensitivity analysis (and estimation) of HAMs, see a video about the HAM topic
- sensitivity analysis (and estimation) of a more complex Macro Agent-Based Model (MABM), see a video about the MABM topic
- topics on Agent-Based Modeling (ABM) in Economics and Finance, implementation in NetLogo (considered topics of modelling interest: Czech pension reform, Czech university tuition fees reform)

Supervised Bachelor theses

all/awarded: 6/1
Awarded: Bc. Filip Staněk

Downloadable

CV (June 2016)
How to get Mathematica at IES
Latsis Workshop 2012 poster

Partners

ČSOB
Deloitte

Sponsors

BCG
CRIF
GT
RWE Consulting